+241.4%
CRL vs PENG
+520.3%
-279.0%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -23.0% | +19.0% | +0.2% |
| 7D | -16.8% | -36.7% | +19.9% | -9.9% |
| 30D | +2.6% | -42.0% | +44.7% | +12.0% |
| 3M | +20.1% | -33.2% | +53.3% | +26.5% |
| 6M | +68.8% | +2.1% | +66.7% | +55.2% |
| YTD | +56.9% | +90.3% | -33.4% | +25.4% |
| 1Y | +86.7% | +67.7% | +19.0% | +52.6% |
| 3Y | +72.1% | +154.2% | -82.2% | +23.0% |
| 5Y | -16.6% | +28.3% | -44.9% | -36.2% |
| All | +241.4% | +520.3% | -279.0% | +102.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PENG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling